+41.3%
O vs AFRM
-28.4%
+69.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -0.4% | -4.4% | +4.0% | -0.2% |
| 30D | +7.1% | -7.7% | +14.8% | +7.4% |
| 3M | -5.2% | -16.9% | +11.6% | -4.7% |
| 6M | -1.8% | +2.5% | -4.3% | -2.2% |
| YTD | +9.1% | -12.5% | +21.6% | +9.0% |
| 1Y | +9.7% | -11.0% | +20.7% | +9.4% |
| 3Y | +39.1% | +184.6% | -145.4% | +27.5% |
| 5Y | +8.4% | -56.3% | +64.6% | -1.8% |
| All | +41.3% | -28.4% | +69.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling